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Cyber insurance-linked securities

Braun, Alexander; Eling, Martin; Jaenicke, Christoph - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014342972

Market self-organization and the invisible hand of politics in global risk-trading

Seddon, Jack - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014226475

Fostering Catastrophe Bond Markets in Asia and the Pacific

2024

As climate change increases exposure to natural disasters, countries need new solutions to mitigate risks of natural hazards. For many in Asia and the Pacific, mobilising existing resources is not enough: they need to consider a grand design of disaster risk financing strategies. Catastrophe...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014568485

Catalysing cyber risk transfer to capital markets : catastrophe bonds and beyond

Pain, Darren - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015187652

Minimizing the Discounted Ruin Probability Via Reinsurance and Cat Bonds Under Model Uncertainty

Li, Yongwu; Wei, Pengyu - 2023

This research studies a dynamic reinsurance model for an ambiguity-averse insurer. The insurer can manage its risk exposure through the purchase of reinsurance and the issuance of catastrophe bonds (CAT bonds) which are linked to an exogenous trigger index. The insurer worries about the veracity...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014356349

Machine learning in empirical CAT bond pricing

Witowski, Eileen - 2024 - 1. Auflage

Diese Dissertation befasst sich mit der Prognose von CAT-Bond-Risikoprämien. Sowohl auf dem Primärmarkt als auch auf dem Sekundärmarkt werden zu diesem Zweck klassische lineare Regressionsmodelle mit verschiedenen fortgeschrittenen Verfahren des maschinellen Lernens verglichen. Die...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014555524

Catastrophe bonds

Barrieu, Pauline; Braun, Alexander; Makariou, Despoina - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015185001

Insurance options : beating the benchmark : are catastrophe bonds more profitable than corporate bonds?

Caro Barrera, José Rafael - 2020

In this paper, we establish a comparison between one of the most traded financial derivatives in the markets, the so-called catastrophe bonds (abbreviated as cat bonds) and the corporate bonds. In the first section, we start from a brief definition as well as some basic concepts. In section two,...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012259883

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Insurance options: Beating the benchmark : are catastrophe bonds more profitable than corporate bonds?

Caro Barrera, José Rafael - 2020

Article

Pricing cat bonds for cloud service failures

Mastroeni, Loretta; Mazzoccoli, Alessandro; Naldi, Maurizio - 2022

The use of the cloud to store personal/company data and to run programs is gaining wide acceptance as it is more efficient and cost-effective. However, cloud services may not always be available, which could lead to losses for customers and the cloud provider (the provider is typically obligated...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013471219

Financial innovation as a response to crisis : the case of catastrophe bonds

Teixeira, Natália; Correia, Alexandre; Silva, Rui Vinhas da - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014388490

The value of resilience bond in financing flood resilient infrastructures : a case study of Towyn

Song, Yang; Medda, Francesca; Wang, Miao - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015197370

Optimal control under uncertainty : application to the issue of CAT bonds

Baradel, Nicolas - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015066883

CAT-Bonds in der Asset-Allocation : eine empirische Analyse der Portfolio-Effekte mithilfe des Black-Litterman-Verfahrens und eines asymmetrischen Lower-Partial-Moments-Algorithmus

Hurm, Jonas; Fellenberg, Frederik; Eichten, Daniel; … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015069417

The ILS loss experience : natural catastrophe issues 2001-2020

Lane, Morton - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014446801

Mitigating wildfire losses via insurance-linked securities : modeling and risk management perspectives

Li, Hong; Su, Jianxi - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014545326

Cyber-Catastrophe Insurance-Linked Securities On Smart Ledgers

Carter, Sam - 2020

One of the strategies which the insurance industry has used to deal with the risk of natural catastrophes has been to transfer some catastrophe risk on to the financial markets. Omnipresent, networked computer systems change the landscape of cyber-catastrophe. Linking together machines around...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012825460

Diversification Benefits of Cat Bonds : An In-Depth Examination

Demers-Belanger, Karl - 2020

We investigate whether the inclusion of Cat Bonds in portfolios composed of traditional assets and common factors is beneficial to investors. Various mean-variance spanning tests performed for the period of 2002 to 2017 show that under different market conditions, the addition of Cat Bonds gives...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012839584

Essays on cyber risks, securitization and literacy

Jaenicke, Christoph - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014282060

Providing pandemic business interruption coverage with double trigger cat bonds

Schmitt, André; Spaeter, Sandrine - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014326525

Insurance against extreme weather events : an overview

Krähnert, Kati; Osberghaus, Daniel; Hott, Christian; … - 2021

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012657016

The challenges of catastrophe risk management : empirical analyses in the CAT bond market

Götze, Tobias - 2021 - 1. Auflage

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012486162

Essays on insurance-linked securities and foreign exchange options

Beer, Simone - 2019

This dissertation consists of three papers referring to the pricing of insurance-linked securities, while a fourth one deals with investigating the dynamics of foreign exchange implied volatility and correlation surfaces. The first paper proposes a novel risk-neutral pricing approach for...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012152695

Pricing dynamics in the market for catastrophe bonds

Carayannopoulos, Peter; Kanj, Olga; Perez, M. Fabricio - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012797136

CAT-Bonds : Bepreisungsmodelle in Finanzdienstleistungsunternehmen

Pusch, Florian - 2019

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012033158

How cyber model vendors see their role in closing the cyber insurance protection gap

Johansmeyer, Tom - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015547305

Alternative to insurance risk transfer : creating a catastrophe bond for Romanian earthquakes

Kiohos, Apostolos; Paspati, Maria - 2021

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013270750

Indifference pricing of insurance-linked securities in a multi-period model

Liu, Haibo; Tang, Qihe; Yuan, Zhongyi - 2021

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012416884

Pricing of catastrophe risk and the implied volatility smile

Ben Ammar, Semir - 2016

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011686900

Asset pricing and extreme event risk : common factors in ILS fund returns

Ben Ammar, Semir; Braun, Alexander; Eling, Martin - 2016

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011686924

An extreme-value theory approximation scheme in reinsurance and insurance-linked securities

Aviv, Rom - 2018

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011999885

Towards an economic cyber loss index for parametric cover based on IT security indicator: A preliminary analysis

Dal Moro, Eric - 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013200579

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Towards an economic cyber loss index for parametric cover based on IT security indicator : a preliminary analysis

Dal Moro, Eric - 2020

Article

Rules for recovery : impact of indexed disaster funds on shock coping in Mexico

Del Valle, Alejandro; De Janvry, Alain; Sadoulet, Elisabeth - 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012422523

Analyse des Diversifikationspotenzials von CAT-Bonds in einem Multi-Asset-Portfoliokontext

Tegtmeier, Lars; Thiele, Ilka - 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012249263

Risk transfer and moral hazard : an examination on the market for insurance-linked securities

Götze, Tobias; Gürtler, Marc - 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012487539

Hedging Flood Losses Using Cat Bonds

Tetu, Alexandre - 2015

In this paper, we develop a methodology to model the risk of losses resulting from a natural disaster in which the intensity parameter of the non-homogeneous Poisson process has an upward trend and a seasonal component. We apply this model to losses due to floods in the Financial Assistance...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013021976

Pricing Mortality Securities with Correlated Mortality Indexes

Lin, Yijia - 2015

This paper proposes a stochastic model, which captures mortality correlations across countries and common mortality shocks, for analyzing catastrophe mortality contingent claims. To estimate our model, we apply particle filtering, a general technique that has wide applications in non-Gaussian...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013038717

Alternative risk transfer and insurance-linked securities : trends, challenges and new market opportunities

Ben Ammar, Semir; Braun, Alexander; Eling, Martin - 2015

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011578004

Pricing cataastrophe bonds with multistage stochastic programming

Georgiopoulos, Nick - 2017

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011710821

Reinsurance or Cat Bond? How to Optimally Combine Both

Trottier, Denis-Alexandre - 2019

We study how traditional reinsurance and CAT bonds can be combined to build an optimal catastrophe insurance programme. We develop a contingent claims model to investigate the imperfections and limitations of the reinsurance market stemming from financial distress costs and default risk. We find...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012903586